Partial correlation screening for varying coefficient models
عنوان مقاله: Partial correlation screening for varying coefficient models
شناسه ملی مقاله: JR_JMMO-8-4_002
منتشر شده در در سال 1399
شناسه ملی مقاله: JR_JMMO-8-4_002
منتشر شده در در سال 1399
مشخصات نویسندگان مقاله:
Mohammad Kazemi - Department of Statistics, Faculty of Mathematical Sciences, Shahrood University of Technology, Shahrood, Iran
خلاصه مقاله:
Mohammad Kazemi - Department of Statistics, Faculty of Mathematical Sciences, Shahrood University of Technology, Shahrood, Iran
In this paper, we propose a two-stage approach for feature selection in varying coefficient models with ultra-high-dimensional predictors. Specifically, we first employ partial correlation coefficient for screening, and then penalized rank regression is applied for dimension-reduced varying coefficient models to further select important predictors and estimate the coefficient functions. Simulation studies are carried out to examine the performance of proposed approach. We also illustrate it by a real data example.
کلمات کلیدی: Big data, feature screening, partial correlation, rank regression
صفحه اختصاصی مقاله و دریافت فایل کامل: https://civilica.com/doc/1995373/